FRB: January 2005 Statistical Supplement--U.S. Government Securities Dealers, Positions and Financing

Statistical Supplement | January 2005

Statistical Supplement to the Federal Reserve Bulletin, January 2005

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2004			2004, week ending
Millions of dollars
Item, by type of security		July	Aug	Sept	Sept 1	Sept 8	Sept 15	Sept 22	Sept 29	Oct 6	Oct 13	Oct 20
		Net outright positions²
1	U.S. Treasury bills	25,284	18,544	26,888	29,031	60,233	24,750	19,863	3,630	18,264	24,403	19,204
	Treasury coupon securities by maturity
2	Three years or less	-46,048	-28,062	-30,870	-24,745	-35,598	-26,669	-30,404	-29,603	-45,438	-43,528	-39,945
3	More than three years but less than or equal to six years	-56,947	-35,709	-30,051	-29,350	-26,668	-26,836	-31,259	-35,351	-31,384	-37,484	-37,228
4	More than six but less than or equal to eleven years	-30,811	-22,227	-18,795	-16,982	-24,553	-21,825	-16,349	-13,719	-11,756	-12,946	-13,463
5	More than eleven	-10,885	-6,719	-3,505	-6,631	-3,794	-2,937	-2,509	-4,242	-4,132	-3,421	-6,444
6	Inflation-protected	-623	134	-1,164	113	-643	-675	-1,279	-2,062	-2,429	-999	-1,214

	Federal agency and government-sponsored enterprises
7	Discount notes	48,717	54,845	53,556	55,658	56,979	57,649	50,100	49,955	48,239	49,984	50,831
	Coupon securities, by maturity
8	Three years or less	15,821	14,030	21,520	16,729	16,925	19,082	24,254	25,943	25,438	29,831	33,142
9	More than three years but less than or equal to six years	4,717	5,072	5,205	4,753	5,879	3,572	5,280	6,250	4,519	4,865	6,870
10	More than six but less than or equal to eleven years	4,899	4,404	4,348	3,570	3,460	3,632	5,502	5,026	3,534	4,533	2,924
11	More than eleven	3,519	4,185	4,260	4,482	4,414	4,159	4,216	4,245	4,078	3,887	3,918

12	Mortgage-backed	15,851	15,236	33,662	23,349	21,525	31,911	42,950	40,479	28,450	23,808	17,181

	Corporate securities
13	One year or less	33,310	31,606	32,315	29,984	30,466	35,668	34,225	28,832	35,133	39,206	35,792
14	More than one year	94,142	95,578	100,428	97,239	96,562	101,096	98,688	105,409	103,324	104,413	107,606
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,002,614	987,657	992,077	955,605	961,574	980,336	1,032,457	997,527	1,003,449	958,820	976,809
16	Term	1,102,833	1,148,696	1,269,837	1,156,233	1,214,925	1,268,746	1,270,456	1,365,420	1,102,030	1,143,489	1,122,269
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	175,037	185,381	171,049	178,761	170,096	173,543	168,824	172,902	155,151	162,745	157,986
18	Term	236,289	218,460	215,073	211,871	213,928	220,993	211,811	215,927	201,700	214,037	218,068
	Mortgage-backed securities
19	Overnight and continuing	45,623	48,368	50,593	44,611	49,628	57,567	50,101	46,076	49,583	51,125	54,106
20	Term	298,450	309,250	318,391	311,815	314,894	312,555	320,556	325,033	328,637	331,023	339,943
	Corporate securities
21	Overnight and continuing	113,266	115,616	118,403	117,099	117,310	118,782	118,559	119,306	117,304	121,152	120,801
22	Term	55,101	57,944	58,049	57,315	57,600	57,816	56,906	59,726	59,821	59,985	58,434

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	635,511	641,873	660,191	615,511	608,379	655,965	682,486	700,662	657,787	627,245	639,885
24	Term	1,457,922	1,492,012	1,617,458	1,494,317	1,551,999	1,609,369	1,634,956	1,714,547	1,453,339	1,503,772	1,492,826

	Securities out, U.S. Treasury
25	Overnight and continuing	842,527	887,572	913,630	891,703	902,140	916,172	938,602	903,240	896,130	862,821	900,953
26	Term	1,041,135	1,078,505	1,184,734	1,075,824	1,132,650	1,170,578	1,190,461	1,286,310	1,006,213	1,035,566	1,003,002
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	317,717	321,662	311,459	307,686	311,320	316,727	304,348	313,595	314,156	313,803	317,298
28	Term	152,937	143,172	146,831	141,650	138,952	152,974	149,064	149,855	127,370	142,701	139,043
	Mortgage-backed securities
29	Overnight and continuing	414,265	404,658	407,812	397,707	395,229	410,603	404,184	422,367	409,968	409,294	421,655
30	Term	178,096	180,280	216,805	180,989	188,496	210,455	234,060	236,962	233,360	237,619	256,591
	Corporate securities
31	Overnight and continuing	185,351	184,306	193,826	181,492	189,222	195,939	194,905	196,239	199,162	198,630	196,513
32	Term	47,387	52,388	50,328	50,918	49,658	48,414	49,855	53,253	50,653	51,064	51,880

	Memo
	Repurchase agreements
33	Overnight and continuing	1,501,697	1,545,331	1,586,506	1,531,200	1,552,158	1,602,901	1,605,864	1,594,118	1,578,681	1,538,702	1,589,091
34	Term	1,357,785	1,381,047	1,523,322	1,377,601	1,439,496	1,505,041	1,547,724	1,647,566	1,343,280	1,397,279	1,377,291

Note. Major changes in the report form filed by primary dealers included a break in many series as of the week ending July 4, 2001. Current weekly data may be found at the Federal Reserve Bank of New York website under the Primary Dealer heading.

1. Data for positions and financing are obtained from reports submitted to the Federal Reserve Bank of New York by the U.S. government securities dealers on its published list of primary dealers. Weekly figures are close-of-business Wednesday data. Positions for calendar days of the report week are assumed to be constant. Monthly averages are based on the number of calendar days in the month. Return to table

2. Net outright positions include all U.S. government, federal agency, government-sponsored enterprise, mortgage-backed, and corporate securities scheduled for immediate and forward delivery, as well as U.S. government securities traded on a when-issued basis between the announcement and issue date. Return to table

3. Figures cover financing U.S. government, federal agency, government-sponsored enterprise, mortgage-backed, and corporate securities. Financing transactions for Treasury inflation-protected securities (TIPS) are reported in actual funds paid or received, except for pledged securities. TIPS that are issued as pledged securities are reported at par value, which is the value of the security at original issuance (unadjusted for inflation). Return to table

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Last update: May 5, 2005